scientific article; zbMATH DE number 6262917
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Publication:5398986
zbMath1289.91082MaRDI QIDQ5398986
Xiangbo Meng, Ziping Du, Li-Dong Zhang
Publication date: 28 February 2014
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hamiltonian systemforward-backward stochastic differential equationstochastic interest ratesoptimal premium policy